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GBDV.L vs. DDGC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBDV.L vs. DDGC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GBDV.L is traded in GBP, while DDGC.L is traded in USD. To make them comparable, the DDGC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBDV.L achieves a 7.03% return, which is significantly lower than DDGC.L's 10.91% return.


GBDV.L

1D
0.56%
1M
0.73%
YTD
7.03%
6M
7.39%
1Y
19.22%
3Y*
12.48%
5Y*
7.43%
10Y*
7.98%

DDGC.L

1D
0.24%
1M
4.43%
YTD
10.91%
6M
10.40%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBDV.L vs. DDGC.L - Yearly Performance Comparison


Correlation

The correlation between GBDV.L and DDGC.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.41

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Return for Risk

GBDV.L vs. DDGC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBDV.L
GBDV.L Risk / Return Rank: 6565
Overall Rank
GBDV.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GBDV.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
GBDV.L Omega Ratio Rank: 6767
Omega Ratio Rank
GBDV.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
GBDV.L Martin Ratio Rank: 5757
Martin Ratio Rank

DDGC.L
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBDV.L vs. DDGC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GBDV.LDDGC.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.17

Martin ratioReturn relative to average drawdown

9.91

GBDV.L vs. DDGC.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GBDV.LDDGC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

1.98

-1.33

Drawdowns

GBDV.L vs. DDGC.L - Drawdown Comparison

The maximum GBDV.L drawdown since its inception was -34.77%, which is greater than DDGC.L's maximum drawdown of -6.20%. Use the drawdown chart below to compare losses from any high point for GBDV.L and DDGC.L.


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Drawdown Indicators


GBDV.LDDGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-6.20%

-28.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-13.42%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

Max Drawdown (10Y)

Largest decline over 10 years

-34.77%

Current Drawdown

Current decline from peak

-1.64%

0.00%

-1.64%

Average Drawdown

Average peak-to-trough decline

-5.16%

-1.34%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

GBDV.L vs. DDGC.L - Volatility Comparison


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Volatility by Period


GBDV.LDDGC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

Volatility (1Y)

Calculated over the trailing 1-year period

8.81%

11.30%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

11.30%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.13%

11.30%

+2.83%

GBDV.L vs. DDGC.L - Expense Ratio Comparison

GBDV.L has a 0.45% expense ratio, which is higher than DDGC.L's 0.26% expense ratio.


Dividends

GBDV.L vs. DDGC.L - Dividend Comparison

GBDV.L's dividend yield for the trailing twelve months is around 4.50%, while DDGC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DDGC.L
Dimensional Global Core Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS
4.50%4.91%4.49%4.87%5.05%4.26%4.41%4.41%5.18%4.26%4.74%5.72%

Frequently Asked Questions


GBDV.L and DDGC.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDGC.L is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDGC.L is cheaper with a 0.26% expense ratio, compared with 0.45% for GBDV.L.

They also come from different issuers: State Street and Dimensional. Their fees differ too: 0.45% for GBDV.L and 0.26% for DDGC.L.

Portfolio Optimizer

Find the right allocation for GBDV.L and DDGC.L

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